+184.1%
FTI vs TRMB
+102.3%
+81.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +4.3% | +2.8% | +1.5% | +2.9% |
| 30D | -4.7% | -5.9% | +1.2% | -3.2% |
| 3M | -13.5% | -3.3% | -10.2% | -13.7% |
| 6M | -8.7% | +1.3% | -10.1% | -12.2% |
| YTD | +49.0% | -29.0% | +78.0% | +69.9% |
| 1Y | +54.0% | -27.8% | +81.8% | +73.7% |
| 3Y | +211.6% | +36.3% | +175.3% | +141.8% |
| 5Y | +881.9% | -35.8% | +917.7% | +1,007.5% |
| All | +184.1% | +102.3% | +81.8% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling